Package: BigVAR
Type: Package
Title: Dimension Reduction Methods for Multivariate Time Series
Version: 1.0.6
Authors@R: c(
    person("Will", "Nicholson", email = "wbn8@cornell.edu", role = c("cre","aut")),
    person("David", "Matteson", email = "matteson@cornell.edu", role = "aut"),
    person("Jacob", "Bien", email = "bien@cornell.edu", role = "aut"))
Maintainer: Will Nicholson <wbn8@cornell.edu>
Date: 2019-12-1
Description: Estimates VAR and VARX models with structured Lasso Penalties.
Depends: R (>= 3.1.0), methods
Imports: MASS, zoo, lattice, Rcpp, stats, utils, grDevices, graphics
License: GPL (>= 2)
LazyLoad: yes
SystemRequirements: C++11
LinkingTo: Rcpp, RcppArmadillo, RcppEigen
Packaged: 2019-12-01 23:45:43 UTC; will
URL: http://www.github.com/wbnicholson/BigVAR
RoxygenNote: 7.0.1
NeedsCompilation: yes
Author: Will Nicholson [cre, aut],
  David Matteson [aut],
  Jacob Bien [aut]
Repository: CRAN
Date/Publication: 2019-12-02 06:50:12 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 08:34:22 UTC; windows
Archs: i386, x64
